Alpha 1 Year | -0.55 |
Alpha 10 Years | 0.10 |
Alpha 15 Years | 0.45 |
Alpha 20 Years | -0.38 |
Alpha 3 Years | -0.16 |
Alpha 5 Years | 0.49 |
Average Gain 1 Year | 2.32 |
Average Gain 10 Years | 1.05 |
Average Gain 15 Years | 0.96 |
Average Gain 20 Years | 0.95 |
Average Gain 3 Years | 1.85 |
Average Gain 5 Years | 1.43 |
Average Loss 1 Year | -1.26 |
Average Loss 10 Years | -0.96 |
Average Loss 15 Years | -0.92 |
Average Loss 20 Years | -0.96 |
Average Loss 3 Years | -1.57 |
Average Loss 5 Years | -1.28 |
Batting Average 1 Year | 50.00 |
Batting Average 10 Years | 52.50 |
Batting Average 15 Years | 57.22 |
Batting Average 20 Years | 54.17 |
Batting Average 3 Years | 50.00 |
Batting Average 5 Years | 58.33 |
Beta 1 Year | 0.98 |
Beta 10 Years | 0.99 |
Beta 15 Years | 1.00 |
Beta 20 Years | 0.97 |
Beta 3 Years | 0.99 |
Beta 5 Years | 1.00 |
Capture Ratio Down 1 Year | 97.44 |
Capture Ratio Down 10 Years | 96.97 |
Capture Ratio Down 15 Years | 96.97 |
Capture Ratio Down 20 Years | 104.31 |
Capture Ratio Down 3 Years | 98.77 |
Capture Ratio Down 5 Years | 96.06 |
Capture Ratio Up 1 Year | 97.76 |
Capture Ratio Up 10 Years | 99.16 |
Capture Ratio Up 15 Years | 103.70 |
Capture Ratio Up 20 Years | 96.18 |
Capture Ratio Up 3 Years | 98.01 |
Capture Ratio Up 5 Years | 102.44 |
Correlation 1 Year | 99.84 |
Correlation 10 Years | 99.13 |
Correlation 15 Years | 98.03 |
Correlation 20 Years | 88.32 |
Correlation 3 Years | 99.71 |
Correlation 5 Years | 99.36 |
High 1 Year | 11.54 |
Information Ratio 1 Year | -0.06 |
Information Ratio 10 Years | 0.17 |
Information Ratio 15 Years | 0.47 |
Information Ratio 20 Years | -0.21 |
Information Ratio 3 Years | -0.04 |
Information Ratio 5 Years | 0.73 |
Low 1 Year | 10.61 |
Maximum Loss 1 Year | -4.57 |
Maximum Loss 10 Years | -16.38 |
Maximum Loss 15 Years | -16.38 |
Maximum Loss 20 Years | -16.38 |
Maximum Loss 3 Years | -16.17 |
Maximum Loss 5 Years | -16.38 |
Performance Current Year | 1.52 |
Performance since Inception | 2,527.61 |
Risk adjusted Return 10 Years | -0.43 |
Risk adjusted Return 3 Years | -6.75 |
Risk adjusted Return 5 Years | -2.27 |
Risk adjusted Return Since Inception | -2.25 |
R-Squared (R²) 1 Year | 99.67 |
R-Squared (R²) 10 Years | 98.27 |
R-Squared (R²) 15 Years | 96.10 |
R-Squared (R²) 20 Years | 78.00 |
R-Squared (R²) 3 Years | 99.42 |
R-Squared (R²) 5 Years | 98.71 |
Sortino Ratio 1 Year | -0.82 |
Sortino Ratio 10 Years | -0.02 |
Sortino Ratio 15 Years | 0.64 |
Sortino Ratio 20 Years | 0.34 |
Sortino Ratio 3 Years | -1.05 |
Sortino Ratio 5 Years | -0.37 |
Tracking Error 1 Year | 0.41 |
Tracking Error 10 Years | 0.64 |
Tracking Error 15 Years | 0.82 |
Tracking Error 20 Years | 2.16 |
Tracking Error 3 Years | 0.56 |
Tracking Error 5 Years | 0.71 |
Trailing Performance 1 Month | 2.25 |
Trailing Performance 1 Week | 1.24 |
Trailing Performance 1 Year | 4.96 |
Trailing Performance 10 Years | 18.50 |
Trailing Performance 2 Years | 0.79 |
Trailing Performance 3 Months | 4.96 |
Trailing Performance 3 Years | -7.84 |
Trailing Performance 4 Years | -7.54 |
Trailing Performance 5 Years | 3.78 |
Trailing Performance 6 Months | 1.61 |
Trailing Return 1 Month | 1.08 |
Trailing Return 1 Year | 2.61 |
Trailing Return 10 Years | 1.46 |
Trailing Return 15 Years | 2.89 |
Trailing Return 2 Months | 2.65 |
Trailing Return 2 Years | 0.59 |
Trailing Return 20 Years | 2.68 |
Trailing Return 3 Months | 0.11 |
Trailing Return 3 Years | -3.05 |
Trailing Return 4 Years | -2.03 |
Trailing Return 5 Years | 0.29 |
Trailing Return 6 Months | -0.72 |
Trailing Return 6 Years | 1.47 |
Trailing Return 7 Years | 1.12 |
Trailing Return 8 Years | 1.01 |
Trailing Return 9 Months | 5.92 |
Trailing Return 9 Years | 1.49 |
Trailing Return Since Inception | 6.70 |
Trailing Return YTD - Year to Date | -0.72 |
Treynor Ratio 1 Year | -4.86 |
Treynor Ratio 10 Years | -0.21 |
Treynor Ratio 15 Years | 1.87 |
Treynor Ratio 20 Years | 1.09 |
Treynor Ratio 3 Years | -6.54 |
Treynor Ratio 5 Years | -1.94 |
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